+1,907.2%
CVS vs LOW
+35,323.5%
-33,416.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.8% |
| 7D | +4.0% | -1.7% | +5.7% | +4.4% |
| 30D | -2.4% | -7.0% | +4.6% | -0.5% |
| 3M | +2.7% | -0.9% | +3.5% | +2.5% |
| 6M | +21.9% | -20.1% | +41.9% | +29.0% |
| YTD | +24.7% | -13.9% | +38.7% | +28.9% |
| 1Y | +35.4% | -21.1% | +56.6% | +43.2% |
| 3Y | +65.2% | -6.6% | +71.8% | +64.2% |
| 5Y | +30.5% | +9.4% | +21.2% | +21.8% |
| 10Y | +40.4% | +220.5% | -180.1% | -8.6% |
| All | +1,907.2% | +35,323.5% | -33,416.3% | +266.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling